Skip to content
#

real-returns-prediction

Star

Here is 1 public repository matching this topic...

VodickaPeter / Long-term-Real-Dynamic-Investment-Planning-IME

Star 3

IME-published article on Long-term Real Dynamic Investment Planning. While we enhance predictability of the real returns of S&P500 Index, we derive optimal non-myopic investment strategy, and we compare its performance with near-optimal Dynamic and Constant Merton investment strategies.

econometrics parameter-estimation quantitative-finance sensitivity-analysis investment-strategies sp500-data-analysis ornstein-uhlenbeck-process real-returns-prediction nonmyopic-investment-strategies dynamic-merton
  • Updated Jan 14, 2023
  • R

Improve this page

Add a description, image, and links to the real-returns-prediction topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the real-returns-prediction topic, visit your repo's landing page and select "manage topics."

Learn more